Changeset 10396 for branches/Sliding Window GP/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/SlidingWindow/SlidingWindowAnalyzer.cs

Timestamp:

01/26/14 01:42:09 (10 years ago)

Author:

bburlacu

Message:

#1837: Introduced the SlidingWindowBestSolutionsCollectionView which shows how well each individual sliding window solution performs on the other portions of the training data.

File:

• branches/Sliding Window GP/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/SlidingWindow/SlidingWindowAnalyzer.cs (modified) (9 diffs)

branches/Sliding Window GP/HeuristicLab.Problems.DataAnalysis.Symbolic/3.4/SlidingWindow/SlidingWindowAnalyzer.cs

@@ -20 +20 @@
 #endregion
 
+using System;
+using System.Linq;
 using HeuristicLab.Common;
 using HeuristicLab.Core;
 using HeuristicLab.Data;
+using HeuristicLab.Encodings.SymbolicExpressionTreeEncoding;
 using HeuristicLab.Operators;
 using HeuristicLab.Optimization;
@@ -31 +34 @@
   [StorableClass]
   [Item("Sliding Window GP Analyzer", "Base class for concrete sliding window GP analyzers.")]
-  public abstract class SlidingWindowAnalyzer : SymbolicDataAnalysisAnalyzer {
+  public abstract class SlidingWindowAnalyzer : SymbolicDataAnalysisSingleObjectiveAnalyzer {
     private const string ProblemDataParameterName = "ProblemData";
     private const string EvaluatorParameterName = "Evaluator";
@@ -41 +44 @@
     private const string InitialSlidingWindowParameterName = "Initial Sliding Window";
     private const string TerminateSlidingWindowParameterName = "TerminateSlidingWindow";
+    private const string InterpreterParameterName = "SymbolicExpressionTreeInterpreter";
 
     #region parameter properties
+    private ILookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter> InterpreterParameter {
+      get { return (ILookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter>)Parameters[InterpreterParameterName]; }
+    }
     public IValueLookupParameter<IDataAnalysisProblemData> ProblemDataParameter {
       get { return (IValueLookupParameter<IDataAnalysisProblemData>)Parameters[ProblemDataParameterName]; }
@@ -75 +82 @@
     public override bool EnabledByDefault { get { return false; } }
     public IntValue SlidingWindowSize { get { return SlidingWindowSizeParameter.Value; } }
-    public IntValue ValidiationSlidingWindowSize { get { return ValidationSlidingWindowSizeParameter.Value; } }
+    public IntValue ValidationSlidingWindowSize { get { return ValidationSlidingWindowSizeParameter.Value; } }
     public IntValue SlidingWindowStepWidth { get { return SlidingWindowStepWidthParameter.Value; } }
     public IntRange InitialSlidingWindow { get { return InitialSlidingWindowParameter.Value; } }
+    public ISymbolicDataAnalysisExpressionTreeInterpreter Interpreter { get { return InterpreterParameter.ActualValue; } }
+    public IDataAnalysisProblemData ProblemData { get { return ProblemDataParameter.ActualValue; } }
     #endregion
-
 
     [StorableConstructor]
@@ -97 +105 @@
       Parameters.Add(new FixedValueParameter<IntRange>(InitialSlidingWindowParameterName, "", new IntRange(0, 1)));
       Parameters.Add(new LookupParameter<BoolValue>(TerminateSlidingWindowParameterName, ""));
+      if (!Parameters.ContainsKey(InterpreterParameterName))
+        Parameters.Add(new LookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter>(InterpreterParameterName, ""));
+      if (!Parameters.ContainsKey("Quality"))
+        Parameters.Add(new ScopeTreeLookupParameter<DoubleValue>("Quality", ""));
+      if (!Parameters.ContainsKey("Maximization"))
+        Parameters.Add(new LookupParameter<BoolValue>("Maximization", "The direction of optimization."));
+      ProblemDataParameter.Hidden = true;
 
-      ProblemDataParameter.Hidden = true;
     }
 
@@ -105 +119 @@
       if (!Parameters.ContainsKey(EvaluatorParameterName))
         Parameters.Add(new LookupParameter<IEvaluator>(EvaluatorParameterName, ""));
+      if (!Parameters.ContainsKey(InterpreterParameterName))
+        Parameters.Add(new LookupParameter<ISymbolicDataAnalysisExpressionTreeInterpreter>(InterpreterParameterName, ""));
+      if (!Parameters.ContainsKey("Quality"))
+        Parameters.Add(new ScopeTreeLookupParameter<DoubleValue>("Quality", ""));
+      if (!Parameters.ContainsKey("Maximization"))
+        Parameters.Add(new LookupParameter<BoolValue>("Maximization", "The direction of optimization."));
+      if (!Parameters.ContainsKey(ProblemDataParameterName))
+        Parameters.Add(new LookupParameter<IDataAnalysisProblemData>(ProblemDataParameterName));
     }
 
@@ -112 +134 @@
         TerminateSlidingWindowParameter.ActualValue = new BoolValue(false);
         FitnessCalculationPartitionParameter.ActualValue = (IntRange)InitialSlidingWindow.Clone();
-        ValidationPartitionParameter.ActualValue = new IntRange(InitialSlidingWindow.End, InitialSlidingWindow.End + ValidiationSlidingWindowSize.Value);
+        ValidationPartitionParameter.ActualValue = new IntRange(InitialSlidingWindow.End, InitialSlidingWindow.End + ValidationSlidingWindowSize.Value);
         return base.Apply();
       }
 
       if (!CheckForUpdate()) return base.Apply();
+
+      SaveBestSolution();
 
       //update necessary - move sliding window
@@ -136 +160 @@
       FitnessCalculationPartitionParameter.ActualValue.End = fitnessPartition.End;
       ValidationPartitionParameter.ActualValue.Start = fitnessPartition.End;
-      ValidationPartitionParameter.ActualValue.End = ValidationPartitionParameter.ActualValue.Start + ValidiationSlidingWindowSize.Value;
+      ValidationPartitionParameter.ActualValue.End = ValidationPartitionParameter.ActualValue.Start + ValidationSlidingWindowSize.Value;
 
       //reevaluate all individuals with new sliding window
@@ -147 +171 @@
     }
 
+    private ISymbolicExpressionTree FindBestIndividual() {
+      var pop = SymbolicExpressionTree.Zip(Quality, (t, q) => new { Tree = t, Quality = q.Value }).ToList();
+      Func<double, double, int> comparer = (a, b) => Maximization.Value ? a.CompareTo(b) : b.CompareTo(a);
+      pop.Sort((a, b) => comparer(a.Quality, b.Quality));
+      return pop.Last().Tree;
+    }
+
+    private void SaveBestSolution() {
+      var bestSolutionsCollection = (SlidingWindowBestSolutionsCollection)ResultCollection["Best Solutions"].Value;
+
+      if (bestSolutionsCollection.ProblemData == null)
+        bestSolutionsCollection.ProblemData = ProblemData;
+
+      if (bestSolutionsCollection.Interpreter == null)
+        bestSolutionsCollection.Interpreter = Interpreter;
+
+      var fitnessPartition = FitnessCalculationPartitionParameter.ActualValue;
+      var best = FindBestIndividual();
+      var range = new IntRange(fitnessPartition.Start, fitnessPartition.End);
+
+      bestSolutionsCollection.Add(best, range);
+    }
+
     protected abstract bool CheckForUpdate();
   }